Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.625 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49636.43 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45575.22 Kr¶

PnL: ---------------------------------------> 519.22 Kr¶

DD now: ---------------------------------> -6.559 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 15:05:15.423726'

Anic Portfolio¶

Today¶

Return: 1.561 %¶

This Week¶

Return: 0.676 %¶

Total portfolio value¶

Return including deposits: 62.497 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.690000 1672.380000 203.380000 13.840000 1468.999998
Sedana Medical 93 4.710000 2689.560000 168.560000 6.690000 2521.000011
Orrön Energy 180 5.210000 2163.600000 120.600000 5.900000 2043.000000
Platzer Fastigheter Holding B 12 5.200000 1020.000000 59.000000 6.140000 960.999996
Atrium Ljungberg B 5 4.090000 991.500000 56.500000 6.040000 935.000000
JM 6 3.960000 912.600000 48.600000 5.630000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.280000 837.600000 45.600000 5.760000 792.000000
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Hexatronic Group 12 3.670000 1003.680000 36.680000 3.790000 966.999996
VEF 909 3.700000 1885.270000 35.270000 1.910000 1850.000436
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 1.690000 915.200000 15.200000 1.690000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Biotage 7 0.820000 950.600000 9.600000 1.020000 940.999997
Byggmax Group 33 1.180000 964.260000 8.260000 0.860000 956.000001
Clas Ohlson B 12 0.550000 979.800000 6.800000 0.700000 972.999996
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
ASSA ABLOY B 3 -0.190000 774.300000 -4.700000 -0.600000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.740000 950.600000 -16.400000 -1.700000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 -1.960000 913.750000 -26.250000 -2.790000 940.000000
Indutrade 5 2.150000 1186.000000 -32.000000 -2.630000 1218.000000
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Addnode Group B 11 -1.950000 883.850000 -37.150000 -4.030000 921.000003
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Hexagon B 26 0.840000 3419.000000 -42.000000 -1.210000 3461.000010
BHG Group 97 3.150000 1397.770000 -61.230000 -4.200000 1458.999989
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45575.220000 519.220000 -6.55854% 45056.000411

Updated:¶

'2023-07-04 15:05:32.929899'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶